What should I do with a friend who has left Islam and wants to compare religions? Should I abandon him andDistance myself from him, and should I inform his family and his fiancée's family of what he is doing?

You must avoid associating with this person and sever your relationship with him, as he may harm you with his whispers and doubts. You can give him books to refute his misconceptions. You must inform his fiancée's family about his condition and that he is an apostate, for it is not permissible for them to marry him, in accordance with the hadith (definition), "Religion is [sincere] advice." If his family is unaware of his condition, then inform them, so they may take measures to deter him. If they are aware, then urge them to advise him, shun him, and take measures to reform him.